TTD Options History — August 2022

In August 2022, TTD traded between $45.00 and $75.13. ATM implied volatility averaged 72.3%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 43.8% (HV 20d: 116.1%). Max pain ranged from $47.50 to $65.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.03.

Notable Days

2022-08-10: Highest Volume — 215,611 contracts
2022-08-10: Largest IV drop — 20.8% change
2022-08-02: Highest IV Rank — 60.9%
2022-08-02: Largest Expected Move — 29.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.60	$45.00	$75.13	$45.00	$63.12
Max Pain	$58.80	$47.50	$65.00	$47.50	$65.00
ATM IV	72.3%	62.6%	89.8%	88.2%	69.1%
Expected Move	20.8%	17.9%	29.0%	28.0%	19.3%
HV 20d	116.1%	85.1%	136.2%	86.5%	121.4%
HV 60d	99.5%	91.5%	107.3%	98.3%	97.3%
IV Rank	38.1%	25.5%	60.9%	58.7%	33.9%
IV Percentile	57.1%	40.5%	86.1%	83.7%	50.8%
Term Structure	-0.7%	-4.3%	1.7%	-4.3%	0.0%
VWIV	73.8%	62.7%	101.8%	98.8%	68.4%
Skew 25d	9.6%	7.2%	13.0%	12.6%	8.3%
Skew 10d	19.1%	13.1%	26.6%	26.3%	17.3%
Call IV 25d	68.0%	59.5%	83.4%	80.6%	66.1%
Put IV 25d	77.6%	66.9%	96.3%	93.1%	74.4%
Bid-Ask Spread %	5.23	2.81	10.70	3.83	4.87
Gamma HHI	0.05	0.03	0.11	0.05	0.05
Net GEX	1.5M	-2.2M	7.1M	348.5K	14.1K
Net DEX	-309.0M	-897.0M	57.1M	57.1M	-163.0M
Net VEX	-2.9M	-3.2M	-2.2M	-2.2M	-3.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.48	1.63	0.77	1.21
Total Volume	48,679	17,602	215,611	24,366	25,133
Total OI	382,626.565	330,078	478,354	330,078	370,067

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$45.00	$47.50	88.2%	28.0%	86.5%	58.7%	98.8%	12.6%	-4.3%	348.5K	57.1M	-2.2M	0.77	3.83	N/A	N/A	13,790	10,576	171,185	158,893
2022-08-02	$47.96	$47.50	89.8%	29.0%	86.6%	60.9%	101.7%	13.0%	-3.9%	2.0M	-38.7M	-2.4M	0.84	3.83	N/A	N/A	33,253	27,955	174,864	163,130
2022-08-03	$50.32	$47.50	88.2%	28.5%	87.3%	58.7%	101.8%	12.0%	-4.1%	2.9M	-101.9M	-2.5M	0.83	3.47	N/A	N/A	19,779	16,425	175,352	169,437
2022-08-04	$50.22	$50.00	87.6%	23.6%	85.9%	58.0%	85.2%	13.0%	-4.2%	3.2M	-98.6M	-2.5M	1.03	5.45	N/A	N/A	12,125	12,489	180,308	170,357
2022-08-05	$52.45	$50.00	80.9%	22.6%	87.0%	49.3%	80.3%	11.4%	-2.6%	1.6M	-177.0M	-2.5M	0.59	3.05	N/A	N/A	25,002	14,712	182,149	177,407
2022-08-08	$54.90	$50.00	82.0%	22.6%	85.1%	50.7%	80.0%	10.4%	-2.4%	2.6M	-190.2M	-2.6M	0.96	3.74	N/A	N/A	30,876	29,777	169,594	164,100
2022-08-09	$54.24	$50.00	85.0%	23.3%	85.1%	54.6%	82.3%	10.8%	-3.3%	1.7M	-154.6M	-2.6M	1.45	4.26	N/A	N/A	31,336	45,296	180,825	184,505
2022-08-10	$74.05	$50.00	67.3%	19.2%	136.2%	31.6%	71.3%	7.8%	-0.6%	7.1M	-897.0M	-2.9M	1.07	3.41	N/A	N/A	104,314	111,297	195,547	210,793
2022-08-11	$71.72	$60.00	67.1%	19.5%	133.0%	31.3%	70.4%	10.0%	0.9%	2.9M	-740.9M	-3.1M	1.34	9.66	N/A	N/A	41,429	55,681	209,426	257,082
2022-08-12	$74.41	$60.00	64.3%	18.4%	132.9%	27.7%	67.3%	9.0%	-0.0%	5.7M	-852.1M	-3.2M	1.36	8.13	N/A	N/A	32,033	43,437	213,115	265,239
2022-08-15	$75.13	$60.00	64.4%	18.5%	132.9%	27.8%	67.6%	9.3%	1.4%	3.3M	-691.2M	-3.2M	1.37	8.26	N/A	N/A	18,312	25,078	186,818	209,960
2022-08-16	$74.00	$65.00	62.8%	18.0%	133.3%	25.7%	64.4%	8.4%	1.4%	1.6M	-634.7M	-3.2M	0.92	6.29	N/A	N/A	19,000	17,481	191,441	218,897
2022-08-17	$70.17	$65.00	64.6%	18.5%	133.9%	28.1%	65.0%	7.2%	1.5%	-2.2M	-467.1M	-3.2M	1.32	10.70	N/A	N/A	20,343	26,788	196,145	224,411
2022-08-18	$69.55	$65.00	62.6%	17.9%	134.2%	25.5%	63.9%	7.4%	1.7%	-723.3K	-446.0M	-3.2M	0.48	5.79	N/A	N/A	30,377	14,652	202,834	224,950
2022-08-19	$65.88	$65.00	65.1%	18.5%	132.8%	28.7%	66.6%	8.4%	1.2%	1.2M	-278.7M	-3.1M	1.45	6.62	N/A	N/A	21,184	30,654	208,316	228,447
2022-08-22	$63.95	$65.00	68.7%	19.3%	133.1%	33.4%	68.4%	9.1%	0.4%	-120.9K	-165.0M	-3.0M	1.06	2.81	N/A	N/A	15,144	16,059	173,164	183,013
2022-08-23	$63.39	$65.00	68.7%	19.3%	127.6%	33.5%	67.3%	8.9%	-0.4%	-361.6K	-155.6M	-3.0M	0.60	5.18	N/A	N/A	15,080	9,002	177,914	186,532
2022-08-24	$64.60	$65.00	66.3%	18.4%	123.7%	30.3%	64.9%	8.5%	0.1%	643.1K	-202.3M	-3.0M	0.79	3.10	N/A	N/A	9,815	7,787	181,122	187,631
2022-08-25	$66.17	$65.00	64.7%	17.9%	123.4%	28.2%	62.7%	8.8%	0.3%	2.0M	-260.6M	-3.1M	0.88	4.01	N/A	N/A	10,287	9,024	184,134	188,933
2022-08-26	$63.24	$65.00	66.8%	18.4%	122.9%	30.9%	62.9%	8.8%	1.1%	-888.1K	-146.4M	-3.0M	0.93	4.18	N/A	N/A	13,897	12,975	187,240	190,934
2022-08-29	$62.86	$65.00	68.9%	19.2%	123.2%	33.6%	67.9%	8.5%	0.2%	-79.2K	-153.3M	-2.9M	0.90	3.92	N/A	N/A	9,766	8,761	176,920	181,532
2022-08-30	$62.36	$65.00	69.5%	19.5%	122.1%	34.5%	68.5%	9.0%	0.4%	-298.4K	-148.3M	-2.9M	1.63	5.62	N/A	N/A	8,136	13,300	180,435	185,313
2022-08-31	$63.12	$65.00	69.1%	19.3%	121.4%	33.9%	68.4%	8.3%	0.0%	14.1K	-163.0M	-3.0M	1.21	4.87	N/A	N/A	11,393	13,740	182,619	187,448